+1,179.9%
URI vs TYL
+116.1%
+1,063.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +3.2% |
| 7D | -2.0% | -3.7% | +1.7% | -0.6% |
| 30D | -12.9% | +18.7% | -31.7% | -19.2% |
| 3M | -6.7% | +18.1% | -24.9% | -14.4% |
| 6M | +19.0% | -1.1% | +20.1% | +16.6% |
| YTD | +25.5% | -19.8% | +45.3% | +34.5% |
| 1Y | +5.5% | -34.3% | +39.9% | +23.9% |
| 3Y | +111.3% | -8.2% | +119.5% | +105.0% |
| 5Y | +198.6% | -25.4% | +224.0% | +210.8% |
| All | +1,179.9% | +116.1% | +1,063.8% | +703.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling